R help - Oct 2005 - subset selection for glm

Hello:

Are there any libraries that will do a subset selection for glm's?  I looked
through leaps, but seems like it is specifically for linear regressions.  
Thank you.

-Dhiren

Hello Dhiren,

2005/10/15, Dhiren DSouza <dhiren22 at
hotmail.com>:
> Hello:
>
> Are there any libraries that will do a subset selection for glm's?  I
looked
> through leaps, but seems like it is specifically for linear regressions.

?subset should tell you. AFAIK, subset function is not depend on a
special statistical procedure, but on types of datasets: vectors,
matrices or data frames, as the related help page says.
>From ?glm help page:
 All of 'weights', 'subset', 'offset',
'etastart' and 'mustart' are
     evaluated in the same way as variables in 'formula', that is first
     in 'data' and then in the environment of 'formula'



If you want a more secific answer to your question it would be very
helpful to see a toy example of yours.

The posting guide (at the bottom of every mail ) is very helpful to
set up clear questions which likely increase your chance to get more
helpful responses from the list.

Thomas

I posted a message earlier about subset selection.

I have a data set with 50 variables x1, x2, .... x50

x50 is a binary response variable that I would like to predict.  Is there a 
library I could use to do an exhaustive search for a subset 
(forward/backward subset selection) of variables to include in the 
regression model.  Any help would be greatly appreciated.

-D